The actor was accompanied on the set of the film by a professional guitar teacher while shooting in London earlier this year.
"For one song, Shah Rukh performs on the streets of London with a guitar, trying to woo Katrina's character with his busking skills," a source said.
"Shah Rukh wanted the playing to look as authentic as possible, so rather than just strum along to the playback track, he arranged for a professional guitarist to teach him the right chords, to make the scene look as authentic as possible."
The star recently made reference to learning the guitar, revealing to his Twitter followers: "Make 5 pieces of work (films in my case) you will be remembered for... and learn one song to play on the guitar."
The track in question, which was written by AR Rahman with lyrics by Gulzar, will reportedly be the first full-length song promo to release from the movie.
It was filmed at a number of well-known landmarks across London.
Khan's untitled project will release on November 13.
Watch a teaser trailer for the film below: